//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of forecasting"
~person:"Gupta, Rangan"
~person:"Koopman, Siem Jan"
~person:"Proietti, Tommaso"
~person:"Taylor, James W."
~person:"Teräsvirta, Timo"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Saisonale Schwankungen"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 18 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Saisonale Schwankungen
Theory
USA
Zeitreihenanalyse
Time series analysis
58
Forecasting model
28
Prognoseverfahren
28
Theorie
21
Schätztheorie
15
ARCH model
11
ARCH-Modell
11
Estimation
11
Schätzung
11
Volatility
9
Volatilität
9
Seasonal variations
8
Autokorrelation
7
Economic forecast
7
Neural networks
7
Neuronale Netze
7
Nichtlineare Regression
7
Nonlinear regression
7
Wirtschaftsprognose
7
Capital income
6
Factor analysis
6
Faktorenanalyse
6
Kapitaleinkommen
6
State space model
6
Zustandsraummodell
6
Bayes-Statistik
4
Bayesian inference
4
Correlation
4
EU countries
4
EU-Staaten
4
Korrelation
4
United States
4
Börsenkurs
3
Großbritannien
3
more ...
less ...
Online availability
All
Free
27
Undetermined
12
Type of publication
All
Article
31
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
All
English
58
Author
All
Gupta, Rangan
Koopman, Siem Jan
Proietti, Tommaso
Taylor, James W.
Teräsvirta, Timo
Hyndman, Rob J.
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Marcellino, Massimiliano
14
Camacho, Maximo
12
Franses, Philip Hans
12
Kruse, Robinson
12
Grassi, Stefano
11
Makridakis, Spyros G.
11
Athanasopoulos, George
10
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Pérez-Quirós, Gabriel
9
Reichlin, Lucrezia
9
Clements, Michael P.
8
Forni, Mario
8
Hendry, David F.
8
Koehler, Anne B.
8
Podolskij, Mark
8
Dijk, Dick van
7
Petropoulos, Fotios
7
Ruiz, Esther
7
Santucci de Magistris, Paolo
7
Timmermann, Allan
7
Bergmeir, Christoph
6
Ergemen, Yunus Emre
6
Gil-Alaña, Luis A.
6
Haldrup, Niels
6
Kang, Yanfei
6
Poncela, Pilar
6
Snyder, Ralph D.
6
Castle, Jennifer
5
Cavaliere, Giuseppe
5
Cubadda, Gianluca
5
Ghysels, Eric
5
Giannone, Domenico
5
Goodwin, Paul
5
more ...
less ...
Published in...
All
Applied financial economics
CREATES research paper
Discussion paper / Centre for Economic Policy Research
Economic modelling
International journal of forecasting
Discussion paper / Tinbergen Institute
106
SSE EFI working paper series in economics and finance
18
CEIS Working Paper
17
Journal of econometrics
15
Applied economics
13
Working paper series in economics and finance
13
Econometric reviews
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Energy economics
10
Journal of forecasting
8
Working papers / University of Connecticut, Department of Economics
8
Department of Economics working paper series
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of applied econometrics
6
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Oxford bulletin of economics and statistics
5
The econometrics journal
5
Advanced texts in econometrics
4
Arbeidsnotat / Norges Bank
4
Arbeidsnotat / Norges Bank / Norges Bank
4
DNB working paper
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Finance research letters
4
Tinbergen Institute Discussion Paper
4
Computational economics
3
Discussion paper / Center for Economic Research, Tilburg University
3
EUI working paper
3
Economics letters
3
Finmap working paper
3
International journal of finance & economics : IJFE
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
A companion to economic forecasting
2
Applied economics letters
2
De Nederlandsche Bank Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
6
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
7
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
8
Dynamic factor models with clustered loadings : forecasting education flows using unemployment data
Blasques, Francisco
;
Hoogerkamp, Meindert Heres
; …
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1426-1441
Persistent link: https://www.econbiz.de/10013274289
Saved in:
9
Evaluating quantile-bounded and expectile-bounded interval forecasts
Taylor, James W.
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 800-811
Persistent link: https://www.econbiz.de/10012792870
Saved in:
10
Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011624071
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->